Parallel Solution of Large Lyapunov Equations
Copyright policy )Parallel Solution of Large Lyapunov Equations
The solution of large-order (\(100\leq n\leq 1000\)) Lyapunov equations \(AX+XA^ T+Q=0\) is considered. A parallel version of the Hammarling algorithm [cf. \textit{S. J. Hammerling}, IMA J. Numer. Anal. 2, 303-323 (1982; Zbl 0492.65017)] for large and dense \(A\) and a novel iterative parallel algorithm, called full-rank perturbed iteration (FRPI), for large and banded \(A\) are presented.
Iterative numerical methods for linear systems, Numerical optimization and variational techniques, Other matrix algorithms, Matrix equations and identities, Parallel numerical computation, Lyapunov and other classical stabilities (Lagrange, Poisson, \(L^p, l^p\), etc.) in control theory, full-rank perturbed iteration, direct methods, Lyapunov equations, iterative parallel algorithm, banded systems, iterative methods, Hammarling algorithm
Iterative numerical methods for linear systems, Numerical optimization and variational techniques, Other matrix algorithms, Matrix equations and identities, Parallel numerical computation, Lyapunov and other classical stabilities (Lagrange, Poisson, \(L^p, l^p\), etc.) in control theory, full-rank perturbed iteration, direct methods, Lyapunov equations, iterative parallel algorithm, banded systems, iterative methods, Hammarling algorithm
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